//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Variance ratio tests of the se...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Time series analysis
95
Zeitreihenanalyse
95
Unit root test
92
Theorie
90
Theory
90
Einheitswurzeltest
86
Bootstrap approach
39
Bootstrap-Verfahren
39
Estimation theory
37
Schätztheorie
37
Statistical test
29
Statistischer Test
29
Saisonale Schwankungen
28
Seasonal variations
28
Cointegration
26
Volatility
26
Volatilität
26
Kointegration
25
Structural break
24
Strukturbruch
24
Heteroscedasticity
21
Heteroskedastizität
21
Stochastic process
21
Stochastischer Prozess
21
Estimation
16
Schätzung
16
VAR model
13
VAR-Modell
13
wild bootstrap
13
Regression analysis
11
Regressionsanalyse
11
Saisonkomponente
11
Seasonal component
11
Autocorrelation
10
Autokorrelation
10
Co-integration
10
Forecasting model
9
Prognoseverfahren
9
Statistical theory
8
Statistische Methodenlehre
8
more ...
less ...
Online availability
All
Undetermined
58
Free
52
Type of publication
All
Article
160
Book / Working Paper
102
Type of publication (narrower categories)
All
Article in journal
113
Aufsatz in Zeitschrift
113
Working Paper
54
Arbeitspapier
50
Graue Literatur
42
Non-commercial literature
42
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
2
Conference proceedings
1
Konferenzschrift
1
Rezension
1
more ...
less ...
Language
All
English
209
Undetermined
53
Author
All
Taylor, Robert
158
Taylor, A. M. Robert
98
Cavaliere, Giuseppe
76
Harvey, David I.
50
Leybourne, Stephen James
40
Rahbek, Anders
30
Leybourne, Stephen J.
26
Rodrigues, Paulo M. M.
22
Nielsen, Morten Ørregaard
13
Smith, Richard J.
12
Busetti, Fabio
10
Astill, Sam
9
Iacone, Fabrizio
9
Burridge, Peter
8
Georgiev, Iliyan
8
Robert Taylor, A. M.
8
Smeekes, Stephan
8
Trenkler, Carsten
8
Barrio Castro, Tomás del
7
Phillips, Peter C. B.
6
Harris, David
5
Boswijk, Herman Peter
4
Chambers, Marcus J.
4
Kim, Tae-hwan
4
Osborn, Denise R.
4
Abadir, Karim M.
3
Bailey, Ralph W.
3
Cavaliere, Guiseppe
3
De Angelis, Luca
3
Demetrescu, Matei
3
Franses, Philip Hans
3
Kellard, Neil
3
Boswijk, H. Peter
2
Castro, Tomás del Barrio
2
Cavalierea, Giuseppe
2
Ercolani, Joanne S.
2
Kapetanios, George
2
Kew, Hsein
2
Kim, Tae-Hwan
2
Leybourne, Stephen
2
more ...
less ...
Institution
All
Granger Centre for Time Series Econometrics, School of Economics
22
Banco de Portugal
2
Økonomisk Institut, Københavns Universitet
2
Abteilung für Volkswirtschaftslehre, Universität Mannheim
1
Banca d'Italia
1
Centro de Estudios Andaluces, Government of Andalusia
1
Department of Economics and Related Studies, University of York
1
Department of Economics, City University
1
Economics Department, Queen's University
1
European University Institute / Department of Economics
1
Granger Centre for Time Series Econometrics
1
Tinbergen Instituut
1
University <Nottingham> / Department of Economics
1
more ...
less ...
Published in...
All
Journal of econometrics
32
Econometric theory
28
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
22
Department of Economics discussion paper / Department of Economics, The University of Birmingham
19
Econometric reviews
15
Journal of Time Series Analysis
14
Oxford bulletin of economics and statistics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of Econometrics
8
Econometric Reviews
7
CREATES research paper
6
Journal of empirical finance
5
Oxford Bulletin of Economics and Statistics
5
Discussion papers / Department of Economics, University of Copenhagen
4
Queen's Economics Department working paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The econometrics journal
4
CREATES Research Paper
3
Discussion papers in economics
3
Discussion Papers / Økonomisk Institut, Københavns Universitet
2
Discussion papers in economics / School of Economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics Journal
2
Economics discussion paper series : EDP
2
Economics letters
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
Queen's Economics Department Working Paper
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The economic journal : the journal of the Royal Economic Society
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
Working Papers / Banco de Portugal
2
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
DAE working paper
1
Discussion Paper
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
Discussion paper / Tinbergen Institute
1
EUI working paper
1
Econometrica
1
Economic Working Papers at Centro de Estudios Andaluces
1
more ...
less ...
Source
All
ECONIS (ZBW)
176
RePEc
67
OLC EcoSci
8
Other ZBW resources
6
EconStor
4
USB Cologne (business full texts)
1
Showing
1
-
10
of
262
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
2
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
3
An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.
-
2000
Persistent link: https://www.econbiz.de/10013442514
Saved in:
4
Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio
-
2003
Persistent link: https://www.econbiz.de/10013439314
Saved in:
5
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
6
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
7
Variance ratio tests of the seasonal unit root hypothesis
Taylor, Robert
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10002439367
Saved in:
8
Robust stationarity tests in seasonal time series processes
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 156-163
Persistent link: https://www.econbiz.de/10001728891
Saved in:
9
On the asymptotic properties of some seasonal unit root tests
Taylor, Robert
-
2002
Persistent link: https://www.econbiz.de/10001657891
Saved in:
10
Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 269-281
Persistent link: https://www.econbiz.de/10001660383
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->